On downside risk predictability through liquidity and trading activity: A dynamic quantile approach

  1. Rubia, A.
  2. Sanchis-Marco, L.
Aldizkaria:
International Journal of Forecasting

ISSN: 0169-2070

Argitalpen urtea: 2013

Alea: 29

Zenbakia: 1

Orrialdeak: 202-219

Mota: Artikulua

DOI: 10.1016/J.IJFORECAST.2012.09.001 GOOGLE SCHOLAR